How to Excel at Options Valuation via (journalofaccountancy.com) Black Scholes Option Calculator via (optiontradingtips.com) Free Sample,Example & Format Black Scholes Excel Template Ofvdk Free Options Valuation Put Call Parity Binomial Option Pricing via (spreadsheetml.com) Free Options Valuation Put Call Parity Binomial Option Pricing via (spreadsheetml.com) Options trading model excel Forex ... Sep 14, 2019 · This equation is a key concept in derivatives pricing called put-call parity. This formula equates the value of calls and puts through equivalent portfolios. It must be assumed that since these are European options, they have the same strike, same expiry date, and the same underlying asset. What is the Put-Call Parity? The put-call parity is an important concept in options Options: Calls and Puts An option is a form of derivative contract which gives the holder the right, but not the obligation, to buy or sell an asset by a certain date (expiration date) at a specified price (strike price). There are two types of options: calls and puts.

In addition to calculating the theoretical or fair value for both call and put options, the Black-Scholes model also calculates option Greeks. Option Greeks are values such as delta, gamma, theta and vega, which tell option traders how the theoretical price of the option may change given certain changes in the model inputs.